WLS.loglike(params)
[source]
Returns the value of the gaussian log-likelihood function at params.
Given the whitened design matrix, the log-likelihood is evaluated at the parameter vector params
for the dependent variable Y
.
Parameters: | params (array-like) – The parameter estimates. |
---|---|
Returns: | llf – The value of the log-likelihood function for a WLS Model. |
Return type: | float |
where \(W\) is a diagonal matrix
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© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.regression.linear_model.WLS.loglike.html